A good Scandinavian related challenge could be trying to form the North Sea Empire. You wouldn't necessarily need to start as Cnut, because he's not actually in the game (unless they made pre-1066, post-vikings dates playable), but the objective would basically be to combine Scandinavia with the British Isles.
https://en.wikipedia.org/wiki/North_Sea_Empire
There's also always the scenario generator, if you're looking for a challenge or a playthrough you've probably never had before.
http://www.scenariogenerator.net/generators/random
Sorry to hear you lost interest in your playthrough. I have well over 1600 hours in CK2, and I've lost interest in tons of playthroughs, due to things going wrong, really good characters dying, getting huge setbacks, the game/mod updating, or whatever, but the replayability of the game makes it really easy to come back to. I think I've played as House Osgrey in the AGOT mod at least a dozen times, for instance.
Edit: I feel like I have to mention, the Warhammer: Geheimnisnacht mod, while currently only compatible with CK2 v2.6.3, is probably going to be really cool once updated for Monks & Mystics. It's got about everything a fan of Warhammer Fantasy could want (except for a lot of the timeline, though that's likely still to come), and I recommend even people completely unfamiliar with the universe to try it. I had no knowledge of Warhammer lore before playing it, and had a blast; after playing Total War: Warhammer and learning about it a little more, it's really incredible, and I'm very excited for what the Societies mechanic could add to the mod. Here's a link to the current version's download, to play it just right-click Crusader Kings II in Steam, then click Properties, Betas, and from the drop-down menu select 2.6.3. I highly recommend it, it's definitely one of the best CK2 experiences out there, with a ridiculous level of variety.
https://forum.paradoxplaza.com/forum/index.php?threads/warhammer-geheimnisnacht-version-1-0.980775/